After reading The Dramatica Theory book, it stated that Gone with the Wind used archetypal characters to explore it's more complex theme. The problem is that in the book I learn to build complex characters but not complex themes, so I was wondering how to build complex themes, and how do I know if I have a complex theme.

In each throughline is an Issue. This is the MOST thematic point of exploration of the throughline. Exploring the throughline Issues is the minimum required for a grand argument story.

Each thematic point has a counterpoint, such as Morality vs. Self Interest, Desire vs. Ability, Security vs. Threat, etc. Exploring the balance between the thematic point and counterpoint develops theme to a greater level than just exploring the thematic Issue.

You can delve into even greater thematic depth by evaluating the thematic point and counterpoint in terms of the co-dynamic pair in the same structural quad in which the Issue is found. For example, Morality and Self Interest can be more deeply examined in terms of Attitude and Approach; Security and Threat can be more fully understood in terms of Fact and Fantasy. Creating relative and comparitive assessments of each item in an a throughline's Issue quad gives you the opportunity to explore your story's themes with a greater degree of subtlety than examining an Issue by itself.